Inhaltsseite: Home

ZKB Autocallable Reverse Convertible on worst of
Baloise-Holding AG/Swiss Life Holding AG/Zurich Insurance Group AG

ISIN: CH1252905505 Security: 125290550 Symbol: n.a. Life cycle
redeemed

Bid Price 105.07%

Ask Price n.a.

Currency CHF

Exchange ZKB

Volume 30'000.00

Volume n.a.

Date/time (realtime) 13.05.2024 12:20:16

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
Bâloise-Hldg N152.8139.25CHF112.89 (81.07%)22.36%44.2909
Swiss Life N630.8540.80CHF438.43 (81.07%)32.49%11.4044
Zurich Insurance N470428.70CHF347.55 (81.07%)23.87%14.3865

Reference data

ISIN CH1252905505
Security 125290550
Symbol n.a.
Currency CHF
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)BALN + 6.10%
Coupon paymentguaranteed
Interest portion p.a.BALN
Premium portion p.a.6.100%
Coupon date19.05.2025
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date11.05.2023
Payment day19.05.2023
First trading day19.05.2023
Last trading day12.05.2025
Final fixing day12.05.2025
Redemption date19.05.2025
Redemption typephysical delivery or cash settlement
Early redemption13.05.2024
Residual term352
Issue amount30'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot CHF 5'000.00
Performance of underlying since issue 4.42%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketYes
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return1.73%
Cash value of fixed income investment upon issue96.63%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date19.05.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

Early redemption

Redemption date13.05.2024
Redemption amount5'000.00

Ajax loading